Getting Redi to work with C++

Discussion in 'Automated Trading' started by _Tree_, Jun 9, 2009.

  1. _Tree_


    I know that Redi uses VB code that goes with excel in order to send in orders.

    The problem is, is that there are quite some limitations with the data feed.

    Is there anyway you could you C++, perhaps get another data feed, and still use redi?

    Or wondering if anyone has any ideas on how I get around the weak Visual Basic API.

  2. 1) you could call the ActiveX component directly from C++.

    2) you can call the VB classes directly, just #imports the defining typelib, which would be VBAxx.DLL. Be careful about passing by ref.

    3) use C# instead of C++, the latest API has examples.

    4) bypass Redi+ client app, write directly to FIX
  3. CBuster


    I would go for #3 or preferably #4 if I were you.

    from my directy experience, Redi is ssssllllloooowwww... it's ok for working a few orders or trading into the screen but anything more hardcore (higher freq, many simultaneous orders) was not workable for me. i had to switch to a FIX / dma solution.

    so, based on this, i would suggest that using c++ with redi is serious overkill. your fast code will be more than offset by redi's slowness.